Some states have "Citizen's Arrest" but in most cases, there must be a LEO present & the civilian makes the declaration that the subject is under C.A. The LEO then takes custody of the subject.
However, (& this is a big HOWEVER) restraining someone under certain conditions, can be & have been considered Kidnapping. Kidnapping is often defined as preventing a person from leaving by either force or threat of force. It isn't simply throwing someone in the back of a panel van & driving away.
Security guards have the ability to restrain or prevent a suspect from leaving based on probable cause. My advice to you is to ask your local LEO as to what you can do/what you can't do (legally). I'd hate to hear that you got arrested for Kidnapping because you restrained the guy who was ripping you off (or whatever).